-25.8%
TE vs ETHA
-31.0%
+5.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.3% | -7.0% |
| 7D | +3.8% | +2.1% | +1.7% | +2.3% |
| 30D | -26.2% | -10.7% | -15.5% | -21.1% |
| 3M | -49.7% | +29.0% | -78.7% | -57.8% |
| 6M | -46.5% | +2.7% | -49.2% | -47.8% |
| YTD | -59.1% | -18.7% | -40.5% | -53.1% |
| 1Y | -25.8% | -24.8% | -1.0% | -8.8% |
| All | -25.8% | -31.0% | +5.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling